Continuity mistake: When Jon and the others emerge onto the other side of the wall, there are 4 people with torches. Pay attention to the one at the back on the screen left. He has his torch in his left hand in this shot, but as the shot changes to the front he now has his torch in his right hand. (00:44:30)
Continuity mistake: When Jon is taking his vow at the tree, the red markings on the tree change between shots. 2 single lines become joined, and a third single line becomes less smudged. (00:45:00)
Continuity mistake: When the group of men emerge at the other side of the wall, the last man with a torch has it held vertically. Camera cuts and now it is held at around a 45 degree angle. (00:44:30)
Continuity mistake: When Jorah gets his royal pardon, the wax seal is hanging freely. Camera changes and now the wax seal is resting on his fingers. (00:31:00)
Chosen answer: Well Magic does come to mind. The White Walkers bring with them the winter. Because of this, the seasons are very unpredictable. "Winter Is Coming" refers to this.
lionhead